+79.9%
DDOG vs GTLB
+111.1%
-31.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -1.9% | -1.5% |
| 7D | -10.1% | +11.1% | -21.2% | -16.2% |
| 30D | -24.8% | +37.8% | -62.6% | -39.2% |
| 3M | -12.6% | +61.6% | -74.2% | -36.7% |
| 6M | +79.9% | +98.9% | -19.0% | +12.4% |
| All | +79.9% | +111.1% | -31.2% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded GTLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling